This is one surprising idea: Make your expensive camera so ugly that nobody will try to steal it.
This is the extremist extension of a solution I already use: In order to reduce the risk of theft, you can use gaffer tape and cover all distinctive marks and logos. Your SLR may still look bulky, but it will not be recognizable. And it has also the advantage of including the protection of small connectors or covers (and locking down some buttons you don’t want to see moving without your explicit intent).
Very good tip for photo travelers.